+111.2%
MO vs TMF
-86.2%
+197.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.5% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | +3.6% | -1.0% | +4.6% | +3.5% |
| 3M | -3.7% | -11.3% | +7.6% | -4.3% |
| 6M | +4.5% | -22.7% | +27.2% | +3.1% |
| YTD | +21.5% | -17.3% | +38.9% | +20.4% |
| 1Y | +9.5% | -22.5% | +32.0% | +8.1% |
| 3Y | +93.6% | -43.2% | +136.8% | +89.1% |
| 5Y | +97.5% | -88.3% | +185.8% | +66.5% |
| 10Y | +111.2% | -86.0% | +197.2% | +82.5% |
| All | +111.2% | -86.2% | +197.4% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling